For a link not to work the most likely cause is that you are not inserting a full URL (including the leading http://) into the dialogue when you create the link.
The second most likely problem is that the URL contains spaces. In that case ensure that the code "%20" (without the quotes) is used where the spaces are.
If neither of those are the solution, please post more details about the URL you are pasting into the link dialogue.
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Once the admin for GregHelp now deleted.